1. Small-time ruin for a financial process modulated by a Harris recurrent Markov chain

   • Jeffrey F. Collamore
   • Andrea Höing

   OriginalPaper 26 May 2007 Pages: 299 - 322

2. An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model

   • Yu-Ting Chen
   • Cheng-Few Lee
   • Yuan-Chung Sheu

   OriginalPaper 31 May 2007 Pages: 323 - 355

3. Optimal exercise of executive stock options

   • L. C. G. Rogers
   • José Scheinkman

   OriginalPaper 20 April 2007 Pages: 357 - 372

4. Multivariate risks and depth-trimmed regions

   • Ignacio Cascos
   • Ilya Molchanov

   OriginalPaper 15 May 2007 Pages: 373 - 397

5. Minimal Hellinger martingale measures of order q

   • Tahir Choulli
   • Christophe Stricker
   • Jia Li

   OriginalPaper 05 May 2007 Pages: 399 - 427

6. Exponential moments for HJM models with jumps

   • Jacek Jakubowski
   • Jerzy Zabczyk

   OriginalPaper 18 April 2007 Pages: 429 - 445